+810.9%
TRGP vs CAPR
-65.7%
+876.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | +0.5% |
| 7D | +12.4% | +5.9% | +6.5% | +12.1% |
| 30D | +2.6% | +44.6% | -42.0% | +1.2% |
| 3M | +11.9% | +126.4% | -114.5% | +8.1% |
| 6M | +13.9% | -68.6% | +82.5% | +15.0% |
| YTD | +64.2% | -67.0% | +131.2% | +65.0% |
| 1Y | +78.5% | +65.2% | +13.3% | +58.5% |
| 3Y | +272.9% | +235.6% | +37.3% | +200.3% |
| 5Y | +510.7% | +175.4% | +335.3% | +382.9% |
| All | +810.9% | -65.7% | +876.6% | +518.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling